+219.2%
VT vs GSK
+102.9%
+116.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.1% | +5.2% | -5.3% | -1.7% |
| 30D | -3.1% | +10.2% | -13.2% | -6.1% |
| 3M | -3.5% | -0.9% | -2.6% | -3.5% |
| 6M | +0.5% | +3.5% | -3.0% | -1.3% |
| YTD | +10.8% | +7.2% | +3.6% | +6.9% |
| 1Y | +11.9% | +12.0% | -0.1% | +6.3% |
| 3Y | +73.0% | +67.3% | +5.6% | +36.9% |
| 5Y | +58.6% | +45.3% | +13.4% | +31.0% |
| 10Y | +219.2% | +101.8% | +117.4% | +125.3% |
| All | +219.2% | +102.9% | +116.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling